Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359792.2134 | 420845.9548 | -61053.7414 | -89788.5035 | 32747.2903 | -122535.7938 |
Total P&L (%) | 359.7922 | 420.846 | -61.0537 | -89.7885 | 32.7473 | -122.5358 |
Avg Daily Profit (%) | 0.2246 | 0.2627 | -0.0381 | -0.1423 | 0.0177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193473 | -128885 | -159154 | -178649 | -70932 | -149175 |
Profit Factor | 1.3106 | 1.7592 | 0.8989 | 0.8356 | 1.1376 | 0.6026 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 102 | 59 | 43 | 102 | 59 | 43 |
Profitability (%) | 48.2234 | 40.404 | 56.1224 | 48.2234 | 40.404 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.4072 | 2.5948 | 0.7028 | 0.8972 | 1.678 | 0.4711 |
Largest Winning Trade | 405861 | 405861 | 62907 | 102605 | 102605 | 28470 |
Largest Losing Trade | -53882 | -29986 | -53882 | -52678 | -37760 | -52678 |
Avg Bars in Trades | 15 | 11 | 20 | 15 | 11 | 20 |
Avg Bars in Winners | 17 | 13 | 20 | 17 | 13 | 20 |
Avg Bars in Losers | 13 | 9 | 20 | 13 | 9 | 20 |
Bars Traded | 3129 | 1098 | 2030 | 3129 | 1098 | 2030 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309531 | 278936 | -579999 | -580159 | -243859 | -579999 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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